Time Series Forecasting with Neural Networks
Automatic time series modelling with neural networks.
Allows fully automatic, semi-manual or fully manual specification of networks. For details of the
specification methodology see: (i) Crone and Kourentzes (2010) <10.1016>;
and (ii) Kourentzes et al. (2014) <10.1016>.10.1016>10.1016>
Time series modelling with neural networks for R: nnfor package
Development repository for the nnfor package for R.
Stable version can be found at: https://cran.r-project.org/web/packages/nnfor/index.html
To install use:
CHANGES IN NNFOR VERSION 0.9.2 (11 Dec 2017)
CHANGES IN NNFOR VERSION 0.9.2 (30 Nov 2017)
- Added option to use previously specified mlp and elm (see arguments model and retrain).
CHANGES IN NNFOR VERSION 0.9.1 (29 Oct 2017)
- Fix on univariate keep vector when no univariate lags are selected (lags=0).